iPath Shiller CAPE ETN GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0306 | 8.04 | |
| 0.1334 | 22.29 | |
| 0.9641 | 204.75 | |
| 6.0592 | 6.42 |
Estimation Period:
Oct 11, 2012 to Apr 5, 2022
Oct 11, 2012 to Apr 5, 2022
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